+75.9%
DE vs MRSH
-4.9%
+80.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.6% | -4.8% | +2.2% | -1.9% |
| 30D | +9.0% | -6.3% | +15.4% | +10.0% |
| 3M | +19.1% | +5.8% | +13.3% | +18.0% |
| 6M | +14.4% | +2.8% | +11.6% | +13.8% |
| YTD | +45.9% | -3.1% | +49.1% | +47.2% |
| 1Y | +43.6% | -11.3% | +54.9% | +48.4% |
| 3Y | +75.9% | -5.0% | +80.9% | +82.6% |
| All | +75.9% | -4.9% | +80.8% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling